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www.cvonline.hu
Quantitative Developer 
Grafton Recruitment Kft

Frissítve : 2016.10.12.
Jelentkezési határidő: 2016.10.14.
Hirdetés azonosító: 1067217
lejárt
Quantitative Developer

(Budapest)

Pozícióleírás
Our client has a significant role in the banking sector all over the world. On behalf of them we are seeking a

Quantitative Developer

for the following tasks:


- Development and maintenance of the in-house C++ pricing libraries
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
- Development and maintenance of multi-threaded servers for delivering data to users
- Work on general efficiency improvement and optimization of the analytical library
- Work on Regulatory and Governance based projects across a range of the asset classes

Követelmények
- BSc / MSc in Mathematics, Physics, Engineering or Computer Science
- Outstanding C++ knowledge
- Familiarity with Windows and Linux development
- Ability to implement industry best practice
- Good command of programming using C++, Python and VBA
- Excellent verbal and written English
- Ability to take ownership and proactively follow up on issues
- Ability to work in a team and to work well under pressure in a Front-Office environment

Advantages:
- Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities
- Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA

 

- Multinational environment
- Competitive salary
- Opportunity to improve
 

Kategória
IT / Informatika
Régió
Budapest
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